The word "Stalin" is actually the Russian for "Man of Steel." It began as a revolutionary pseudonym--many partisans adopt those types of names to maintain anonymity or build up a reputation under the new name. Lenin is another example of such a name, as is Molotov, the name of Stalin's foreign minister, which means "The Hammer."

Superman was first published in 1938. Stalin took power over a decade earlier. It is highly unlikely that Superman's authors intended to name their creation after Stalin--the names likely have no relation.